multivariate axis labels

[M1cha]

I don't understand what this sentence means, can you explain it?
The input quantiles can be any shape of array, as long as the last axis labels the components.

Regardless of what it means, it seems wrong because in the code there's a function called _process_quantiles with the following description:
Adjust quantiles array so that last axis labels the components of each data point.
So do these "labels"(whatever they are) have to be part of the input or do they get added automatically?